Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154551 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
We consider additive models fitting and inference when the response variable is a sample extreme. Non-linear covariate effects are handled using the mixed model representation of penalised splines. A fitting algorithm based on likelihood approximations is derived. The efficacy of the resulting methodology is demonstrated via application to simulated and real data.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S.A. Padoan, M.P. Wand,